-52.0%
FLUT vs ACI
-35.7%
-16.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.2% |
| 7D | -1.1% | -2.2% | +1.1% | -0.9% |
| 30D | +7.7% | +10.3% | -2.6% | +7.0% |
| 3M | -12.2% | +7.2% | -19.4% | -12.6% |
| 6M | -17.6% | -18.0% | +0.4% | -17.5% |
| YTD | -62.0% | -22.0% | -40.0% | -62.1% |
| 1Y | -62.3% | -23.4% | -38.9% | -62.3% |
| 3Y | -52.0% | -35.8% | -16.1% | -52.4% |
| All | -52.0% | -35.7% | -16.3% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling